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Bayesian Methods for Empirical
Macroeconomics A Course Prepared the Global Initiative Program, Bank of Korea Academy 1-5 September, 2014 Lecturer: Gary Koop (Gary.Koop@strath.ac.uk) Gary Koop's webpage is here A general overview of the course is available here. The monograph: Koop, G. and Korobilis, D. (2010). "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics" which will form the basis of the lectures for much of the course is available here. MATLAB computer code associated with Koop and Korobilis (2010) can be found here The lecture slides Gary will be using are available below: Topic 1: Overview and the
Regression Model Optional Topic: Sequential Monte Carlo Methods This course has a lecture format. However, Bayesian methods typically require the use of computational methods and programming skill that some course participants may be unfamiliar with. Accordingly, I provide a series of MATLAB computer tutorial sessions that the Bayesian learner may wish to work through. Instructions and answers are provided. If time permits, I will discuss some of them in the lectures, but these are intended mostly for self-study purposes. The links below can be used to download a zipped file containing a pdf, code and data. Please read the pdf first. Computer Tutorial 1: Basics of Bayesian Computation Computer Tutorial 2: Bayesian VARs Computer Tutorial 3: Bayesian State Space Methods |
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